+259.5%
ADSK vs ACWI
+224.5%
+35.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.3% |
| 7D | +1.0% | +2.4% | -1.4% | -2.3% |
| 30D | +14.4% | -1.7% | +16.1% | +16.5% |
| 3M | +2.5% | -3.9% | +6.4% | +7.5% |
| 6M | +14.5% | +0.8% | +13.7% | +10.9% |
| YTD | -10.7% | +11.0% | -21.7% | -25.2% |
| 1Y | -11.0% | +13.1% | -24.1% | -27.4% |
| 3Y | +25.9% | +73.9% | -48.0% | -45.4% |
| 5Y | -19.7% | +59.0% | -78.7% | -58.9% |
| All | +259.5% | +224.5% | +35.0% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling